Topics: - Univariate and multivariate density forecasts: evaluation, combination, presentation, - Applications of unobserved component models, mixture models, non-linear or non-Gaussian models, - Modelling of structural instabilities and time varying relationships, the use of shrinkage...

This 15th workshop in financial econometrics welcomes theoretical and applied submissions in financial econometrics. A special attention will be given to recent developments in econometric theory.

The general theme of the workshop is applied financial economics, and we welcome papers that are within the frontiers of econometric applications. All submissions, both theoretical and applied, are welcome. Topics: - Financial econometrics and its applications - Modeling and forecasting asset...

The program of the conference will include several sessions covering the main areas of International Macroeconomics and Financial Econometrics.

Topics: - Univariate and multivariate density forecasts: evaluation, combination, presentation - Applications of unobserved component models, non-linear or non-Gaussian models - Modelling of structural instabilities and time varying relationships - Incorporating short time series and experts’...

We encourage submission of papers that deal more or less with theoretical or practical aspects of identification in macro models. If you identify your recent work within this rubric the workshop is a great opportunity to present such a work.Topics include (but are not confined to): -...

The workshop will provide an opportunity to share the latest practical solutions in short-term forecasting used by central banks and other institutions and to discuss relevant research developments. Empirical and theoretical submissions are welcome. Topics include, but are not limited to: -...

The 10th annual DYNARE conference will feature the work of leading scholars in dynamic macroeconomic modeling and provide an excellent opportunity to present your own research results.

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...